+253.1%
ASTS vs AR
+1,436.1%
-1,183.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.3% | -7.1% | -5.9% |
| 7D | +14.2% | +6.4% | +7.8% | +13.3% |
| 30D | -26.7% | +3.1% | -29.8% | -27.0% |
| 3M | -53.6% | +3.3% | -56.9% | -53.9% |
| 6M | -52.7% | +6.6% | -59.3% | -53.4% |
| YTD | -52.5% | +12.3% | -64.8% | -53.8% |
| 1Y | -46.5% | +12.3% | -58.8% | -47.9% |
| 3Y | +700.5% | +50.4% | +650.0% | +653.3% |
| 5Y | +168.5% | +101.0% | +67.5% | +153.3% |
| All | +253.1% | +1,436.1% | -1,183.0% | +234.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling